Recherche
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Approximation of the Value Function of an Optimal Stopping Problem for Piecewise Deterministic Markov Processes
(Luniver Press, 2010)Chapitre d'ouvrage -
Optimal stopping for predictive maintenance of a structure subject to corrosion
(Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability. vol. 226, n° 2, pp. pp169-181, 2012)Article de revue -
The Vanishing discount approach for the average continuous control of piecewise deterministic Markov processes
(Journal of Applied Probability. vol. 46, pp. 1157-1183, 2009)Article de revue -
Absorbing Markov Decision Processes
(ESAIM: Control, Optimisation and Calculus of Variations, 2024)Article de revue -
Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases
(Applied Mathematics and Optimization, 2024)Article de revue -
Piecewise Deterministic Markov Processes based approach applied to an offshore oil production system
(Reliability Engineering and System Safety. vol. 126, pp. 126-134, 2014-06-01)Article de revue -
The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes
Communication dans un congrès -
Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes
Communication dans un congrès